CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Nov-2011 | 30-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 593-0 | 608-4 | 15-4 | 2.6% | 600-0 |  
                        | High | 605-0 | 609-0 | 4-0 | 0.7% | 601-0 |  
                        | Low | 593-0 | 598-0 | 5-0 | 0.8% | 580-4 |  
                        | Close | 598-0 | 601-2 | 3-2 | 0.5% | 582-4 |  
                        | Range | 12-0 | 11-0 | -1-0 | -8.3% | 20-4 |  
                        | ATR | 14-4 | 14-2 | -0-2 | -1.7% | 0-0 |  
                        | Volume | 165,790 | 48,615 | -117,175 | -70.7% | 577,450 |  | 
    
| 
        
            | Daily Pivots for day following 30-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 635-6 | 629-4 | 607-2 |  |  
                | R3 | 624-6 | 618-4 | 604-2 |  |  
                | R2 | 613-6 | 613-6 | 603-2 |  |  
                | R1 | 607-4 | 607-4 | 602-2 | 605-1 |  
                | PP | 602-6 | 602-6 | 602-6 | 601-4 |  
                | S1 | 596-4 | 596-4 | 600-2 | 594-1 |  
                | S2 | 591-6 | 591-6 | 599-2 |  |  
                | S3 | 580-6 | 585-4 | 598-2 |  |  
                | S4 | 569-6 | 574-4 | 595-2 |  |  | 
        
            | Weekly Pivots for week ending 25-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 649-4 | 636-4 | 593-6 |  |  
                | R3 | 629-0 | 616-0 | 588-1 |  |  
                | R2 | 608-4 | 608-4 | 586-2 |  |  
                | R1 | 595-4 | 595-4 | 584-3 | 591-6 |  
                | PP | 588-0 | 588-0 | 588-0 | 586-1 |  
                | S1 | 575-0 | 575-0 | 580-5 | 571-2 |  
                | S2 | 567-4 | 567-4 | 578-6 |  |  
                | S3 | 547-0 | 554-4 | 576-7 |  |  
                | S4 | 526-4 | 534-0 | 571-2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 609-0 | 580-4 | 28-4 | 4.7% | 10-2 | 1.7% | 73% | True | False | 127,470 |  
                | 10 | 647-4 | 580-4 | 67-0 | 11.1% | 11-3 | 1.9% | 31% | False | False | 149,724 |  
                | 20 | 665-0 | 580-4 | 84-4 | 14.1% | 11-7 | 2.0% | 25% | False | False | 177,580 |  
                | 40 | 665-0 | 580-4 | 84-4 | 14.1% | 13-3 | 2.2% | 25% | False | False | 170,018 |  
                | 60 | 764-6 | 577-0 | 187-6 | 31.2% | 14-3 | 2.4% | 13% | False | False | 174,513 |  
                | 80 | 777-0 | 577-0 | 200-0 | 33.3% | 13-7 | 2.3% | 12% | False | False | 172,485 |  
                | 100 | 777-0 | 577-0 | 200-0 | 33.3% | 14-3 | 2.4% | 12% | False | False | 170,035 |  
                | 120 | 777-0 | 576-0 | 201-0 | 33.4% | 14-6 | 2.5% | 13% | False | False | 163,349 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 655-6 |  
            | 2.618 | 637-6 |  
            | 1.618 | 626-6 |  
            | 1.000 | 620-0 |  
            | 0.618 | 615-6 |  
            | HIGH | 609-0 |  
            | 0.618 | 604-6 |  
            | 0.500 | 603-4 |  
            | 0.382 | 602-2 |  
            | LOW | 598-0 |  
            | 0.618 | 591-2 |  
            | 1.000 | 587-0 |  
            | 1.618 | 580-2 |  
            | 2.618 | 569-2 |  
            | 4.250 | 551-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 603-4 | 600-3 |  
                                | PP | 602-6 | 599-5 |  
                                | S1 | 602-0 | 598-6 |  |